Abstract
This chapter addresses an overview of optimization problems and ways to solve them. We introduce three critical types of optimization problems, which are later used in this book—the linear programming, the quadratic programming, and mixed-integer programming. Next, we elaborate on the solution techniques, including online optimization and parametric optimization. Both of them are very popular in the optimal control community.
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The equality constraints can be removed from the optimization problem by taking the nullspace of the matrix \(A _{\mathrm {eq}}\) and some particular solution for z in (2.2c).
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Klaučo, M., Kvasnica, M. (2019). Mathematical Preliminaries and General Optimization. In: MPC-Based Reference Governors. Advances in Industrial Control. Springer, Cham. https://doi.org/10.1007/978-3-030-17405-7_2
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DOI: https://doi.org/10.1007/978-3-030-17405-7_2
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